Running the Model & Results

Once the required fields are mapped and calculated, and validations pass, click “Run model” (A) to generate a preview of the results.

  • Select “Join & Save LLM results to tape” (B) to append the loan-level model results to the tape
  • Lastly, “Get Cashflow Scenario” (C) creates a cashflow scenario to be used within dv01’s embedded cashflow engine. To access the cashflow engine, simply selecting into the Cashflow page from the top navigation bar

 

Global Summary View

A global summary view has been added for all users to summarize model results across your runs. First, select "Join & Save U.S. RMBS Ratings Model to Tape." 

To access it, head to the Reports page in your environment, where the summary view will appear alongside your existing model results.

Attribution Analysis

We've also added an Attribution Analysis page that breaks down the drivers behind your model results. Rather than just showing the headline PD, LS, and EL numbers, attribution analysis decomposes these outputs into their underlying contributors.

Attribution Analysis Baseline Assumptions

In order to facilitate attribution analysis, several model assumptions are applied. Those base line assumptions include:


The Attribution Analysis tab becomes accessible after running the Fitch U.S. RMBS Ratings Model on a tape.


Questions?